ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	108-290	108-230	-0-060	-0.2%	108-185
High	108-298	108-258	-0-040	-0.1%	108-315
Low	108-202	108-162	-0-040	-0.1%	108-152
Close	108-220	108-248	0-028	0.1%	108-248
Range	0-095	0-095	0-000	0.0%	0-162
ATR	0-144	0-140	-0-003	-2.4%	0-000
Volume	694,602	796,493	101,891	14.7%	2,513,125

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-188	109-152	108-300
R3	109-092	109-058	108-274
R2	108-318	108-318	108-265
R1	108-282	108-282	108-256	108-300
PP	108-222	108-222	108-222	108-231
S1	108-188	108-188	108-239	108-205
S2	108-128	108-128	108-230
S3	108-032	108-092	108-221
S4	107-258	107-318	108-195

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-086	110-009	109-017
R3	109-243	109-167	108-292
R2	109-081	109-081	108-277
R1	109-004	109-004	108-262	109-042
PP	108-238	108-238	108-238	108-258
S1	108-162	108-162	108-233	108-200
S2	108-076	108-076	108-218
S3	107-233	107-319	108-203
S4	107-071	107-157	108-158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-315	108-150	0-165	0.5%	0-096	0.3%	59%	False	False	634,129
10	108-315	108-050	0-265	0.8%	0-107	0.3%	75%	False	False	798,596
20	108-315	106-242	2-072	2.0%	0-144	0.4%	91%	False	False	1,141,948
40	108-315	105-050	3-265	3.5%	0-154	0.4%	94%	False	False	1,039,995
60	108-315	104-040	4-275	4.5%	0-142	0.4%	96%	False	False	693,795
80	108-315	104-040	4-275	4.5%	0-108	0.3%	96%	False	False	520,348
100	108-315	104-040	4-275	4.5%	0-086	0.2%	96%	False	False	416,278
120	109-080	104-040	5-040	4.7%	0-072	0.2%	91%	False	False	346,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028

Fibonacci Retracements and Extensions
4.250	110-021
2.618	109-186
1.618	109-091
1.000	109-032
0.618	108-316
HIGH	108-258
0.618	108-221
0.500	108-210
0.382	108-199
LOW	108-162
0.618	108-104
1.000	108-068
1.618	108-009
2.618	107-234
4.250	107-079

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	108-235	108-244
PP	108-222	108-241
S1	108-210	108-238

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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